Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 9.48% | 0.40 CHF | 0.43 CHF | 130,000 | 50,000 | 130,625 | 50,000 | 51,537 CHF | 21,696 CHF | 99.72% | 99.72% |
12/07/2024 | 10.09% | 0.37 CHF | 0.41 CHF | 140,000 | 50,000 | 144,415 | 50,000 | 51,667 CHF | 19,802 CHF | 82.26% | 82.26% |
11/07/2024 | 10.72% | 0.34 CHF | 0.38 CHF | 150,000 | 50,000 | 151,775 | 50,000 | 52,032 CHF | 19,114 CHF | 93.83% | 93.83% |
10/07/2024 | 9.63% | 0.37 CHF | 0.41 CHF | 140,000 | 50,000 | 146,611 | 50,000 | 51,744 CHF | 19,450 CHF | 93.06% | 93.06% |
09/07/2024 | 9.04% | 0.35 CHF | 0.39 CHF | 150,000 | 50,000 | 145,843 | 50,000 | 51,642 CHF | 19,392 CHF | 100.00% | 100.00% |
08/07/2024 | 9.43% | 0.35 CHF | 0.39 CHF | 150,000 | 50,000 | 140,839 | 50,000 | 51,956 CHF | 20,275 CHF | 93.06% | 93.06% |
05/07/2024 | 9.48% | 0.39 CHF | 0.42 CHF | 130,000 | 50,000 | 139,997 | 50,000 | 51,966 CHF | 20,408 CHF | 96.72% | 96.72% |
04/07/2024 | 9.91% | 0.37 CHF | 0.40 CHF | 140,000 | 50,000 | 129,994 | 47,829 | 48,033 CHF | 19,472 CHF | 100.00% | 100.00% |
03/07/2024 | 13.97% | 0.38 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,009 CHF | 11,509 CHF | 100.00% | 100.00% |
02/07/2024 | 11.91% | 0.46 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,262 CHF | 12,683 CHF | 100.00% | 100.00% |